Does it look better or help your case turning yourself in and will they still set you an immediate court date in Colorado?

Yes, it looks better if you turn yourself in. Frequently, they set a bond amount on a warrant so you may be able to bond out with a bondsman or the bond money right away. So, there maybe a bond set in your case already. If not, some courts may accept an ad on case if you want to turn yourself in, but you have to go the clerk's office first thing in the morning before court starts. Some jurisdictions do not have that procedure. If there is no bond and no add on procedure, you can contact a lawyer, who may be able to set up a court appearance to set bond when you turn yourself in. If none of these options are available, it usually means a night in jail.